The problem occurs when textbox is part of the tool strip.
When the windows is floating WM_KILLFOCUS messages don't work for textbox (as part of tool strip) for reason I can't understand.
Thanks for your try, but that's not really a solution.
I was aware that a TextBox at that place wouldn't make similar troubles.
But that also kills the whole beauty of the toolstrip.
The problem is in the window "depth" in between the focused controls:
N++ (0) -> N++'s undocked plugin window frame (1) ->
Main .NET window frame (2) -> ToolStrip (3) -> ToolStripTextBox (4).
Every focus switch until level 3 is OK, but from level 4 N++ hangs.